Online Matching with Stochastic Rewards: Advanced Analyses Using Configuration Linear Programs.
Zhiyi HuangHanrui JiangAocheng ShenJunkai SongZhiang WuQiankun ZhangPublished in: CoRR (2023)
Keyphrases
- linear program
- stochastic programming
- linear programming
- semi infinite
- stage stochastic programs
- optimal solution
- simplex method
- column generation
- mixed integer
- primal dual
- interior point methods
- dynamic programming
- np hard
- multistage stochastic
- linear inequalities
- linear programming problems
- reinforcement learning
- integer program
- monte carlo
- objective function
- market equilibrium
- machine learning
- markov decision processes
- mixed integer linear program
- nelder mead
- simplex algorithm
- special case
- strongly polynomial